Atomic decompositions for noncommutative martingales

DOI10.1016/J.JFA.2023.109877arXiv2001.08775MaRDI QIDQ6333403FDOQ6333403

Authors: Zeqian Chen, Narcisse Randrianantoanina, Quanhua Xu 

Publication date: 23 January 2020

Abstract: We prove an atomic type decomposition for the noncommutative martingale Hardy space $h_p$ for all $0<p<2$ by an explicit constructive method using algebraic atoms as building blocks. Using this elementary construction, we obtain a weak form of the atomic decomposition of $h_p$ for all $0<p<1,$ and provide a constructive proof of the atomic decomposition for $p=1$. We also study $(p,8{)}_c$-atoms, and show that every $(p,2{)}_c$-atom can be decomposed into a sum of $(p,8{)}_c$-atoms; consequently, for every $0<ple1$, the $(p,q{)}_c$-atoms lead to the same atomic space for all $2leqle8$. As applications, we obtain a characterization of the dual space of the noncommutative martingale Hardy space $h_p$ ($0<p<1$) as a noncommutative Lipschitz space via the weak form of the atomic decomposition. Our constructive method can also be applied to proving some sharp martingale inequalities.

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Noncommutative function spaces (46L52) Noncommutative probability and statistics (46L53)

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